ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 12-Apr-2017

Day Change Summary
	Previous	Current
	11-Apr-2017	12-Apr-2017	Change	Change %	Previous Week
Open	124-230	125-080	0-170	0.4%	124-015
High	125-060	125-215	0-155	0.4%	125-125
Low	124-220	125-015	0-115	0.3%	124-010
Close	125-040	125-040	0-000	0.0%	124-135
Range	0-160	0-200	0-040	25.0%	1-115
ATR	0-141	0-146	0-004	3.0%	0-000
Volume	161	1,561	1,400	869.6%	2,402

Daily Pivots for day following 12-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-050	126-245	125-150
R3	126-170	126-045	125-095
R2	125-290	125-290	125-077
R1	125-165	125-165	125-058	125-128
PP	125-090	125-090	125-090	125-071
S1	124-285	124-285	125-022	124-248
S2	124-210	124-210	125-003
S3	124-010	124-085	124-305
S4	123-130	123-205	124-250

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-222	127-293	125-054
R3	127-107	126-178	124-255
R2	125-312	125-312	124-215
R1	125-063	125-063	124-175	125-187
PP	124-197	124-197	124-197	124-259
S1	123-268	123-268	124-095	124-073
S2	123-082	123-082	124-055
S3	121-287	122-153	124-015
S4	120-172	121-038	123-216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-215	124-090	1-125	1.1%	0-185	0.5%	61%	True	False	602
10	125-215	123-245	1-290	1.5%	0-169	0.4%	71%	True	False	475
20	125-215	122-260	2-275	2.3%	0-147	0.4%	81%	True	False	261

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-105
2.618	127-099
1.618	126-219
1.000	126-095
0.618	126-019
HIGH	125-215
0.618	125-139
0.500	125-115
0.382	125-091
LOW	125-015
0.618	124-211
1.000	124-135
1.618	124-011
2.618	123-131
4.250	122-125

Fisher Pivots for day following 12-Apr-2017
Pivot	1 day	3 day
R1	125-115	125-024
PP	125-090	125-008
S1	125-065	124-313

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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